-19.0%
BSX vs PL
+455.3%
-474.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +10.4% | -14.6% | -4.6% |
| 7D | +1.8% | -6.8% | +8.7% | +2.0% |
| 30D | +2.8% | -29.3% | +32.1% | +4.1% |
| 3M | -13.3% | -44.8% | +31.5% | -11.4% |
| 6M | -23.7% | -68.4% | +44.7% | -20.8% |
| YTD | -55.2% | -36.4% | -18.8% | -55.2% |
| 1Y | -56.8% | +0.7% | -57.6% | -57.9% |
| 3Y | -19.0% | +455.3% | -474.4% | -30.3% |
| All | -19.0% | +455.3% | -474.4% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded PL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling